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SCCO vs. AMR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SCCO and AMR is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

SCCO vs. AMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Southern Copper Corporation (SCCO) and Alpha Metallurgical Resources, Inc. (AMR). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
263.99%
279.18%
SCCO
AMR

Key characteristics

Sharpe Ratio

SCCO:

0.42

AMR:

-0.75

Sortino Ratio

SCCO:

0.87

AMR:

-0.95

Omega Ratio

SCCO:

1.10

AMR:

0.88

Calmar Ratio

SCCO:

0.57

AMR:

-0.71

Martin Ratio

SCCO:

1.14

AMR:

-1.13

Ulcer Index

SCCO:

13.65%

AMR:

36.21%

Daily Std Dev

SCCO:

37.29%

AMR:

54.42%

Max Drawdown

SCCO:

-78.57%

AMR:

-97.35%

Current Drawdown

SCCO:

-26.30%

AMR:

-54.49%

Fundamentals

Market Cap

SCCO:

$76.46B

AMR:

$2.76B

EPS

SCCO:

$3.83

AMR:

$27.27

PE Ratio

SCCO:

25.26

AMR:

7.76

Total Revenue (TTM)

SCCO:

$10.94B

AMR:

$3.30B

Gross Profit (TTM)

SCCO:

$5.25B

AMR:

$518.88M

EBITDA (TTM)

SCCO:

$6.01B

AMR:

$609.43M

Returns By Period

In the year-to-date period, SCCO achieves a 11.80% return, which is significantly higher than AMR's -40.62% return.


SCCO

YTD

11.80%

1M

-9.70%

6M

-12.70%

1Y

11.91%

5Y*

22.69%

10Y*

17.00%

AMR

YTD

-40.62%

1M

-17.30%

6M

-29.75%

1Y

-40.07%

5Y*

90.97%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SCCO vs. AMR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Southern Copper Corporation (SCCO) and Alpha Metallurgical Resources, Inc. (AMR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for SCCO, currently valued at 0.42, compared to the broader market-4.00-2.000.002.000.42-0.75
The chart of Sortino ratio for SCCO, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.87-0.95
The chart of Omega ratio for SCCO, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.88
The chart of Calmar ratio for SCCO, currently valued at 0.57, compared to the broader market0.002.004.006.000.57-0.71
The chart of Martin ratio for SCCO, currently valued at 1.14, compared to the broader market-5.000.005.0010.0015.0020.0025.001.14-1.13
SCCO
AMR

The current SCCO Sharpe Ratio is 0.42, which is higher than the AMR Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of SCCO and AMR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.42
-0.75
SCCO
AMR

Dividends

SCCO vs. AMR - Dividend Comparison

SCCO's dividend yield for the trailing twelve months is around 2.24%, while AMR has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SCCO
Southern Copper Corporation
2.24%4.68%5.83%5.19%2.31%4.83%4.57%1.25%0.57%1.31%1.64%2.37%
AMR
Alpha Metallurgical Resources, Inc.
0.00%0.57%4.23%0.00%0.00%0.00%0.00%15.15%0.00%0.00%0.00%0.00%

Drawdowns

SCCO vs. AMR - Drawdown Comparison

The maximum SCCO drawdown since its inception was -78.57%, smaller than the maximum AMR drawdown of -97.35%. Use the drawdown chart below to compare losses from any high point for SCCO and AMR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-26.30%
-54.49%
SCCO
AMR

Volatility

SCCO vs. AMR - Volatility Comparison

Southern Copper Corporation (SCCO) and Alpha Metallurgical Resources, Inc. (AMR) have volatilities of 9.89% and 10.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.89%
10.39%
SCCO
AMR

Financials

SCCO vs. AMR - Financials Comparison

This section allows you to compare key financial metrics between Southern Copper Corporation and Alpha Metallurgical Resources, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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